On a zonal polynomial integral
Journal of Applied Mathematics, Volume 2003, Issue 11, Page 569-573, 2003., 2003 A certain multiple integral occurring in the studies of Beherens‐Fisher multivariate problem has been evaluated by Mathai et al. (1995) in terms of invariant polynomials. However, this paper explicitly evaluates the context integral in terms of zonal polynomials, thus establishing a relationship between zonal polynomial integrals and invariant ...
A. K. Gupta, D. G. Kabe
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Null distribution of multiple correlation coefficient under mixture normal model
International Journal of Mathematics and Mathematical Sciences, Volume 30, Issue 4, Page 249-255, 2002., 2002 The multiple correlation coefficient is used in a large variety of statistical tests and regression problems. In this article, we derive the null distribution of the square of the sample multiple correlation coefficient, R2, when a sample is drawn from a mixture of two multivariate Gaussian populations.
Hydar Ali, Daya K. Nagar
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Matrix‐variate beta distribution
International Journal of Mathematics and Mathematical Sciences, Volume 24, Issue 7, Page 449-459, 2000., 2000 We propose matrix‐variate beta type III distribution. Several properties of this distribution including Laplace transform, marginal distribution and its relationship with matrix‐variate beta type I and type II distributions are also studied.
Arjun K. Gupta, Daya K. Nagar
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Distribution of LRC for testing sphericity of a complex multivariate Gaussian model
International Journal of Mathematics and Mathematical Sciences, Volume 8, Issue 3, Page 555-562, 1985., 1985 In this paper, exact null distribution of the likelihood ratio criterion for testing sphericity structure in a complex multivariate normal covariance matrix is obtained in computable series form. The method of inverse Mellin transform and contour integration has been used.
D. K. Nagar, S. K. Jain, A. K. Gupta
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On the noncentral distribution of the ratio of the extreme roots of wishart matrix
International Journal of Mathematics and Mathematical Sciences, Volume 4, Issue 1, Page 147-154, 1981., 1981 The distribution of the ratio of the extreme latent roots of the Wishart matrix is useful in testing the sphericity hypothesis for a multivariate normal population. Let X be a p × n matrix whose columns are distributed independently as multivariate normal with zero mean vector and covariance matrix ∑.
V. B. Waikar
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On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure. [PDF]
J Stat Theory Pract, 2023 Sarkar P +2 more
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On Complex Matrix-Variate Dirichlet Averages and Its Applications in Various Sub-Domains. [PDF]
Entropy (Basel), 2023 Thankamani P, Sebastian N, Haubold HJ.
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Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates. [PDF]
J Appl Stat, 2022 Opheim T, Roy A.
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Logistic Regression Model for a Bivariate Binomial Distribution with Applications in Baseball Data Analysis. [PDF]
Entropy (Basel), 2022 Han Y, Kim J, Ng HKT, Kim SW.
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Influence of Transfer Entropy in the Short-Term Prediction of Financial Time Series Using an ∊-Machine. [PDF]
Entropy (Basel), 2022 Zavala-Díaz JC +4 more
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